Multiscale analysis of economic time series by scale-dependent Lyapunov exponent

Author: Gao Jianbo   Hu Jing   Tung Wen-Wen   Zheng Yi  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.13, Iss.2, 2013-02, pp. : 265-274

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Abstract